ASX SPI 200 Index Future June 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	5,085.0	5,064.0	-21.0	-0.4%	5,179.0
High	5,095.0	5,100.0	5.0	0.1%	5,189.0
Low	5,053.0	4,979.0	-74.0	-1.5%	5,053.0
Close	5,081.0	4,993.0	-88.0	-1.7%	5,081.0
Range	42.0	121.0	79.0	188.1%	136.0
ATR	62.5	66.7	4.2	6.7%	0.0
Volume	23,872	32,777	8,905	37.3%	79,094

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,387.0	5,311.0	5,059.6
R3	5,266.0	5,190.0	5,026.3
R2	5,145.0	5,145.0	5,015.2
R1	5,069.0	5,069.0	5,004.1	5,046.5
PP	5,024.0	5,024.0	5,024.0	5,012.8
S1	4,948.0	4,948.0	4,981.9	4,925.5
S2	4,903.0	4,903.0	4,970.8
S3	4,782.0	4,827.0	4,959.7
S4	4,661.0	4,706.0	4,926.5

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,515.7	5,434.3	5,155.8
R3	5,379.7	5,298.3	5,118.4
R2	5,243.7	5,243.7	5,105.9
R1	5,162.3	5,162.3	5,093.5	5,135.0
PP	5,107.7	5,107.7	5,107.7	5,094.0
S1	5,026.3	5,026.3	5,068.5	4,999.0
S2	4,971.7	4,971.7	5,056.1
S3	4,835.7	4,890.3	5,043.6
S4	4,699.7	4,754.3	5,006.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,189.0	4,979.0	210.0	4.2%	63.2	1.3%	7%	False	True	22,374
10	5,214.0	4,979.0	235.0	4.7%	60.2	1.2%	6%	False	True	45,543
20	5,214.0	4,840.0	374.0	7.5%	57.1	1.1%	41%	False	False	23,844
40	5,214.0	4,649.0	565.0	11.3%	55.5	1.1%	61%	False	False	11,973
60	5,276.0	4,649.0	627.0	12.6%	46.3	0.9%	55%	False	False	7,993
80	5,282.0	4,649.0	633.0	12.7%	36.2	0.7%	54%	False	False	5,998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.6
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5,614.3
2.618	5,416.8
1.618	5,295.8
1.000	5,221.0
0.618	5,174.8
HIGH	5,100.0
0.618	5,053.8
0.500	5,039.5
0.382	5,025.2
LOW	4,979.0
0.618	4,904.2
1.000	4,858.0
1.618	4,783.2
2.618	4,662.2
4.250	4,464.8

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	5,039.5	5,069.0
PP	5,024.0	5,043.7
S1	5,008.5	5,018.3

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols